Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 59.454037 66.384665 74.303668 84.140627 96.205602 110.761393 1.300419e+02
2025-02-02 51.955357 61.331113 73.095525 89.422369 112.360634 144.999117 1.984429e+02
2025-02-09 46.394524 56.653651 70.305971 90.712803 122.346952 173.708545 2.758781e+02
2025-02-16 41.908768 52.379080 66.898158 89.812368 128.148603 197.685544 3.641820e+02
2025-02-23 38.431909 48.901509 63.895153 88.622056 132.753117 221.271288 4.776654e+02
2025-03-02 35.365145 45.602306 60.622938 86.250170 134.422292 239.692243 6.059809e+02
2025-03-09 33.024997 43.094357 58.195736 84.780950 137.286471 262.376937 7.994584e+02
2025-03-16 30.466438 40.031671 54.562170 80.624544 133.677157 267.254530 9.346225e+02
2025-03-23 29.830316 39.791682 55.357162 84.471566 148.041200 331.475622 1.775351e+03
2025-03-30 28.406828 38.215395 53.789531 83.637353 151.615162 365.844693 2.851450e+03
2025-04-06 27.011363 36.580527 51.967858 82.037921 152.934734 394.083548 4.738851e+03
2025-04-13 25.391313 34.491648 49.210608 78.236468 147.801257 393.447876 6.206914e+03
2025-04-20 25.184080 34.696430 50.505217 83.049142 167.547485 531.038830 3.971542e+06
2025-04-27 24.978079 34.890916 51.814091 88.211295 191.207044 757.098179 NaN
2025-05-04 24.259847 34.177457 51.394750 89.473622 203.606787 960.614368 NaN
2025-05-11 23.343336 33.068396 50.136988 88.592467 208.477317 1126.296738 NaN
2025-05-18 22.471387 31.984213 48.838207 87.427503 212.024637 1309.672052 NaN
2025-05-25 21.537809 30.745355 47.154134 85.105550 210.417509 1426.561673 NaN
2025-06-01 20.769987 29.756369 45.887011 83.666870 211.993569 1632.844973 NaN
2025-06-08 19.769155 28.319861 43.665572 79.595222 201.546201 1546.915885 NaN
2025-06-15 19.657194 28.430170 44.481102 83.363878 226.241900 2681.165865 NaN
2025-06-22 19.089571 27.706647 43.585304 82.546836 230.215317 3373.622398 NaN
2025-06-29 18.485038 26.892062 42.457480 80.980051 230.100010 3974.269246 NaN